“When things go cold, families automatically think that nobody cares anymore,” McClary tells TVGuide.com. “And that’s so far from the truth. The police departments, they care, they just are at the end. They’re not sure where else to take this. And from not just the standpoint of the case, but also for the family, to let them know there are people out there who care, even beyond the agency there in your town.”

It was Siegler — who’s tried nearly 70 murder cases and never lost — who decided her career would make a good TV show when she was working at the Harris County District Attorney’s office in Houston, Texas.

“When I worked at the DA’s office in Harris County, I was assigned to work on cold cases for about 10 years,” she explains. “And in doing that, I realized how many cases there were in small counties that could be solved if the local guys could just get some help. Dick Wolf was the first one who saw the potential and the personality and liked the idea, and because of him, Yolanda and I are here today.”

Though the women didn’t know each other until they began working on the show together two years ago, they quickly formed an effective team.

“In all honesty, Kelly and I are kind of personally like salt and pepper, black and white,” McClary says. “We are such opposites, and it makes it very entertaining. … I love to shop, and she goes, ‘Oh my God, do I have to?’ So it’s actually quite comical. But we think exactly alike when it comes to crimes and scenes and victims and witnesses. So that’s where we come together really, really well.”

In the premiere, the women travel to Cuero, Texas. to re-examine the death of a woman that had been ruled a suicide in 2001. But her family members and the lead investigator on the case were never convinced, and suspected that her husband was actually responsible for her death. In one of the more raw moments of the episode, McClary and Siegler bring the woman’s daughter back to the scene of the crime to aid with their investigation.

“I’ve always been a really strong person, and it is very emotional because … in a sense we are making them relive this, and we’re reopening it,” McClary says. “And it’s difficult. I’m not even going to lie for a second about that. I’ve probably cried more on this show and dealing with the family of the victims than I probably did my entire career. It is very emotional to listen to them and to feel what they’re going through.”

Unlike scripted police procedurals, the show adopts a warts-and-all approach when showing the more frustrating aspects of case-solving. For viewers who are used to neatly packaged conclusions on fictional crime shows, it’s surprising and maddening to learn how often cases go cold simply due to a lack of resources.

“When it’s a scripted show, you always want to have this happy ending,” Siegler tells TVGuide.com. “But our show is real. It’s reality, following us from the beginning to the end on this and seeing what really happens with a real case, your ups and your downs and your emotions. … In the real world — which Yolanda and I have spent our whole careers in — you have unsolved cases all around you, overwhelming you. They never go away. You never forget about them, you never give up. But you have lots of unsolved cases. I can remember plenty from my career.”

Adds McClary: “Everything is real. You’re watching this from the beginning to the end. Any case that’s being looked at, it’s going to be the last shot for this case, doing whatever can be possibly done for it. This is truly the last shot. And so, there’s a lot that goes with that. There’s a lot of stress on everybody, lot of ups and downs. Being able to see this from the beginning to the end is completely different than any show that’s out there.”

Watch the introductory videos below to get to know McClary and Siegler. Cold Justice premieres Tuesday at 10/9c on TNT. Will you watch?

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